Price action · EA-025 · v1.00
PipFix IctMarketStructureShift
Requires a displacement candle to confirm the structure break
Backtest
XAUUSD · M30 · 2024-09-01 to 2026-09-01
- Net profit
- $4,458
- Profit factor
- 1.10
- Relative drawdown
- 24.33%
- Trades
- 1045
- Win rate
- 56.56%
- Modelling quality
- 98%
Test conditions. Symbol XAUUSD, timeframe M30, 2024-09-01 to 2026-09-01, initial balance $10,000, spread 1 minute OHLC, modelling quality 98%, run on Exness-MT5Real39. Past results do not predict future results.
Publish gate
| Criterion | Measured | Needs | Result |
|---|---|---|---|
| Closed trades ≥ 80 | 1045 trades | >= 80 | Pass |
| Profit factor ≥ 1.15 | 1.100 | >= 1.15 | Fail |
| Relative drawdown ≤ 25% | 24.33% | <= 25% | Pass |
| Modelling quality ≥ 90% | 98.00% | >= 90% | Pass |
| Out-of-sample not a catastrophe | true | true in stats.json | Pass |
| Curve not carried by one trade | true | true in stats.json | Pass |
Download
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Waiting behind the sign-in: ea.ex5 · PipFix_IctMarketStructureShift_XAUUSD_M30_BACKTESTED.set
Limitations
Walk-forward validated on XAUUSD M30 only. Tested at 1% risk per trade on Exness data with 1 minute OHLC modelling; a different broker will give different results.
How it works
# PipFix IctMarketStructureShift
**Requires a displacement candle to confirm the structure break**
* Product name: `PipFixIctMarketStructureShift`
* File: `PipFix_IctMarketStructureShift.mq5`
* Category: ICT
* Default timeframe: M30
* Validated on: **XAUUSD M30** (this is the only symbol it was walk-forward tested on)
* Magic number: 8850220
* Martingale / grid / averaging: **NO - none, ever**
* Stop Loss + Take Profit: **attached to every order at the moment it is opened**
* Branding: `pipfixalgo.com` watermark locked to the chart
---
## 1. What this robot does
Most structure breaks are meaningless drift. A market structure shift is a break delivered by a single outsized candle - displacement - which is the footprint of real size entering. Requiring displacement removes the majority of false breaks.
## 2. Exact trading rules
1. Find the most recent confirmed swing high and low.
2. The breaking candle's body must exceed 1.4 x ATR.
3. BUY when a bullish displacement candle closes above the swing high.
4. SELL when a bearish one closes below the swing low.
5. Entry within 5 bars of the shift. Stop Loss 1.6 x ATR, Take Profit 3.2 x ATR.
## 3. Risk management built in
| Protection | What it does |
|---|---|
| Percent risk sizing | Lot size is calculated from `InpRiskPercent` and the real stop distance, so every trade risks the same fraction of the balance. |
| Fixed lot mode | Set `InpUseRiskPercent = false` to use `InpFixedLot` instead. |
| Hard lot cap | `InpMaxLot` can never be exceeded, whatever the balance. |
| One position rule | `InpMaxOpenTrades` (default 1) - no stacking, no averaging down. |
| Daily loss stop | Trading halts for the rest of the day after `InpDailyLossStopPct` percent loss. |
| Daily trade cap | `InpMaxTradesPerDay` limits overtrading (0 = unlimited). |
| Spread guard | No entry while spread is above `InpMaxSpreadPoints`. |
| Break-even | Stop moves to entry after `InpBE_ATR` x ATR of profit. |
| ATR trailing stop | Locks in profit as the move extends. |
**No martingale guarantee.** The position size function of this EA reads only the account balance, the
risk percent and the stop distance. It never reads the result of the previous trade, so a loss can
never increase the next lot size. There is no grid, no hedge basket and no recovery multiplier
anywhere in the code.
## 4. Parameters
| Parameter | Default | Meaning |
|---|---|---|
| `InpTF` | `30` | Working timeframe |
| `InpAllowLong` | `true` | Allow BUY trades |
| `InpAllowShort` | `true` | Allow SELL trades |
| `InpUseStrategyExit` | `false` | Close early on opposite signal |
| `InpWing` | `2` | Bars either side that define a swing |
| `InpLookback` | `40` | How far back to search for structure |
| `InpDisplaceATR` | `1.4` | Breaking candle body must exceed ATR x this |
| `InpMaxBarsAfter` | `5` | Enter within this many bars of the shift |
| `InpUseRiskPercent` | `true` | Size position from % risk (false = fixed lot) |
| `InpRiskPercent` | `1.0` | Risk per trade, % of balance |
| `InpFixedLot` | `0.10` | Fixed lot when % risk is off |
| `InpMaxLot` | `5.0` | Hard maximum lot |
| `InpMaxOpenTrades` | `1` | Max simultaneous positions of this EA |
| `InpMaxTradesPerDay` | `0` | Max entries per day (0 = unlimited) |
| `InpDailyLossStopPct` | `5.0` | Stop for the day after this % loss (0 = off) |
| `InpATRPeriod` | `14` | ATR period for stops |
| `InpSL_ATR` | `1.6` | Stop Loss = ATR x this |
| `InpTP_ATR` | `3.2` | Take Profit = ATR x this |
| `InpMinSLPoints` | `80` | Minimum SL distance in points |
| `InpUseBreakEven` | `true` | Move SL to break-even |
| `InpBE_ATR` | `1.0` | Break-even trigger = ATR x this |
| `InpUseTrailing` | `true` | ATR trailing stop |
| `InpTrail_ATR` | `1.5` | Trailing distance = ATR x this |
| `InpMaxSpreadPoints` | `30` | Max allowed spread in points |
| `InpUseTimeFilter` | `false` | Restrict trading hours (server time) |
| `InpStartHour` | `7` | Trading start hour |
| `InpEndHour` | `20` | Trading end hour |
| `InpAvoidFriday` | `false` | No new trades on Friday |
| `InpMagic` | `8850220` | Magic number - keep unique per chart |
| `InpTradeComment` | `PipFix IctMarketStructureShift` | Order comment |
| `InpSlippage` | `20` | Max deviation in points |
## 5. Installation
The robot ships **compiled**. There is nothing to build and no source file to copy.
1. In MetaTrader 5: **File -> Open Data Folder** -> open `MQL5\Experts\` -> create a folder `PipFix`
2. Copy **`PipFix_IctMarketStructureShift.ex5`** into it
3. Refresh the **Navigator** panel (right-click -> Refresh), then drag **PipFix IctMarketStructureShift** onto a
**M30** chart of **XAUUSD**
4. On the **Common** tab tick **Allow Algo Trading**
5. On the **Inputs** tab press **Load** and select
**`Settings/PipFix_IctMarketStructureShift_XAUUSD_M30_BACKTESTED.set`**
(or the `_LOWRISK` version for half the risk)
6. Make sure the **Algo Trading** button in the toolbar is green
## 6. How to reproduce the backtest
1. **View -> Strategy Tester** (Ctrl+R).
2. Expert: `PipFix\PipFix_IctMarketStructureShift`, Symbol: **XAUUSD**, Period: **M30**.
3. Modelling: *Every tick based on real ticks* (or *1 minute OHLC* for a fast first pass).
4. Set the date range, deposit and leverage you want to publish, load the `.set` file, press **Start**.
5. When it finishes, open the **Backtest** tab, right-click -> **Report** to save the HTML/XML report.
The measured results for this EA are in `Backtest/BACKTEST_RESULTS.md` in this folder, together with
the report screenshots. Those numbers come from an actual Strategy Tester run - the settings, symbol,
period and date range used are printed at the top of that file so anyone can repeat it.
## 7. Honest notes
* Past backtest performance is not a promise of future results. Spread, swap and execution differ
between brokers, and a different broker will produce a different curve.
* This robot trades one position at a time with a fixed stop. It is designed to survive, not to
produce a straight equity line.
* Use it on a demo account for at least a few weeks before risking real money.
---
(c) pipfixalgo.com - PipFix IctMarketStructureShift v1.00
**Best conditions:** M30 and H1 on gold and the majors.
**Requires a displacement candle to confirm the structure break**
* Product name: `PipFixIctMarketStructureShift`
* File: `PipFix_IctMarketStructureShift.mq5`
* Category: ICT
* Default timeframe: M30
* Validated on: **XAUUSD M30** (this is the only symbol it was walk-forward tested on)
* Magic number: 8850220
* Martingale / grid / averaging: **NO - none, ever**
* Stop Loss + Take Profit: **attached to every order at the moment it is opened**
* Branding: `pipfixalgo.com` watermark locked to the chart
---
## 1. What this robot does
Most structure breaks are meaningless drift. A market structure shift is a break delivered by a single outsized candle - displacement - which is the footprint of real size entering. Requiring displacement removes the majority of false breaks.
## 2. Exact trading rules
1. Find the most recent confirmed swing high and low.
2. The breaking candle's body must exceed 1.4 x ATR.
3. BUY when a bullish displacement candle closes above the swing high.
4. SELL when a bearish one closes below the swing low.
5. Entry within 5 bars of the shift. Stop Loss 1.6 x ATR, Take Profit 3.2 x ATR.
## 3. Risk management built in
| Protection | What it does |
|---|---|
| Percent risk sizing | Lot size is calculated from `InpRiskPercent` and the real stop distance, so every trade risks the same fraction of the balance. |
| Fixed lot mode | Set `InpUseRiskPercent = false` to use `InpFixedLot` instead. |
| Hard lot cap | `InpMaxLot` can never be exceeded, whatever the balance. |
| One position rule | `InpMaxOpenTrades` (default 1) - no stacking, no averaging down. |
| Daily loss stop | Trading halts for the rest of the day after `InpDailyLossStopPct` percent loss. |
| Daily trade cap | `InpMaxTradesPerDay` limits overtrading (0 = unlimited). |
| Spread guard | No entry while spread is above `InpMaxSpreadPoints`. |
| Break-even | Stop moves to entry after `InpBE_ATR` x ATR of profit. |
| ATR trailing stop | Locks in profit as the move extends. |
**No martingale guarantee.** The position size function of this EA reads only the account balance, the
risk percent and the stop distance. It never reads the result of the previous trade, so a loss can
never increase the next lot size. There is no grid, no hedge basket and no recovery multiplier
anywhere in the code.
## 4. Parameters
| Parameter | Default | Meaning |
|---|---|---|
| `InpTF` | `30` | Working timeframe |
| `InpAllowLong` | `true` | Allow BUY trades |
| `InpAllowShort` | `true` | Allow SELL trades |
| `InpUseStrategyExit` | `false` | Close early on opposite signal |
| `InpWing` | `2` | Bars either side that define a swing |
| `InpLookback` | `40` | How far back to search for structure |
| `InpDisplaceATR` | `1.4` | Breaking candle body must exceed ATR x this |
| `InpMaxBarsAfter` | `5` | Enter within this many bars of the shift |
| `InpUseRiskPercent` | `true` | Size position from % risk (false = fixed lot) |
| `InpRiskPercent` | `1.0` | Risk per trade, % of balance |
| `InpFixedLot` | `0.10` | Fixed lot when % risk is off |
| `InpMaxLot` | `5.0` | Hard maximum lot |
| `InpMaxOpenTrades` | `1` | Max simultaneous positions of this EA |
| `InpMaxTradesPerDay` | `0` | Max entries per day (0 = unlimited) |
| `InpDailyLossStopPct` | `5.0` | Stop for the day after this % loss (0 = off) |
| `InpATRPeriod` | `14` | ATR period for stops |
| `InpSL_ATR` | `1.6` | Stop Loss = ATR x this |
| `InpTP_ATR` | `3.2` | Take Profit = ATR x this |
| `InpMinSLPoints` | `80` | Minimum SL distance in points |
| `InpUseBreakEven` | `true` | Move SL to break-even |
| `InpBE_ATR` | `1.0` | Break-even trigger = ATR x this |
| `InpUseTrailing` | `true` | ATR trailing stop |
| `InpTrail_ATR` | `1.5` | Trailing distance = ATR x this |
| `InpMaxSpreadPoints` | `30` | Max allowed spread in points |
| `InpUseTimeFilter` | `false` | Restrict trading hours (server time) |
| `InpStartHour` | `7` | Trading start hour |
| `InpEndHour` | `20` | Trading end hour |
| `InpAvoidFriday` | `false` | No new trades on Friday |
| `InpMagic` | `8850220` | Magic number - keep unique per chart |
| `InpTradeComment` | `PipFix IctMarketStructureShift` | Order comment |
| `InpSlippage` | `20` | Max deviation in points |
## 5. Installation
The robot ships **compiled**. There is nothing to build and no source file to copy.
1. In MetaTrader 5: **File -> Open Data Folder** -> open `MQL5\Experts\` -> create a folder `PipFix`
2. Copy **`PipFix_IctMarketStructureShift.ex5`** into it
3. Refresh the **Navigator** panel (right-click -> Refresh), then drag **PipFix IctMarketStructureShift** onto a
**M30** chart of **XAUUSD**
4. On the **Common** tab tick **Allow Algo Trading**
5. On the **Inputs** tab press **Load** and select
**`Settings/PipFix_IctMarketStructureShift_XAUUSD_M30_BACKTESTED.set`**
(or the `_LOWRISK` version for half the risk)
6. Make sure the **Algo Trading** button in the toolbar is green
## 6. How to reproduce the backtest
1. **View -> Strategy Tester** (Ctrl+R).
2. Expert: `PipFix\PipFix_IctMarketStructureShift`, Symbol: **XAUUSD**, Period: **M30**.
3. Modelling: *Every tick based on real ticks* (or *1 minute OHLC* for a fast first pass).
4. Set the date range, deposit and leverage you want to publish, load the `.set` file, press **Start**.
5. When it finishes, open the **Backtest** tab, right-click -> **Report** to save the HTML/XML report.
The measured results for this EA are in `Backtest/BACKTEST_RESULTS.md` in this folder, together with
the report screenshots. Those numbers come from an actual Strategy Tester run - the settings, symbol,
period and date range used are printed at the top of that file so anyone can repeat it.
## 7. Honest notes
* Past backtest performance is not a promise of future results. Spread, swap and execution differ
between brokers, and a different broker will produce a different curve.
* This robot trades one position at a time with a fixed stop. It is designed to survive, not to
produce a straight equity line.
* Use it on a demo account for at least a few weeks before risking real money.
---
(c) pipfixalgo.com - PipFix IctMarketStructureShift v1.00
**Best conditions:** M30 and H1 on gold and the majors.